+638.0%
XYZ vs ED
+132.0%
+506.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +14.9% | -0.1% | +15.0% | +14.9% |
| 30D | +14.7% | +11.6% | +3.1% | +12.8% |
| 3M | +12.1% | +10.5% | +1.6% | +10.4% |
| 6M | +18.3% | +13.2% | +5.1% | +16.0% |
| YTD | +36.1% | +22.1% | +13.9% | +31.0% |
| 1Y | +35.3% | +24.2% | +11.2% | +29.8% |
| 3Y | +73.5% | +46.9% | +26.6% | +56.3% |
| 5Y | -61.6% | +80.8% | -142.4% | -67.1% |
| 10Y | +638.0% | +134.3% | +503.7% | +525.8% |
| All | +638.0% | +132.0% | +506.0% | +525.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling